The determinants of banking crises - The case of commercial banks in Vietnam
Abstract
This study identifies the determinants combined with probability of banking crises in Vietnam banking system. By using data set of 38 commercial banks during 10 years period from 2008 to 2017, as a results from multivariate logit model show that banking crises tends to explode as non-performing loans, borrowings from government and State bank of Vietnam are huge. Moreover, we also find the crises risk that Vietnam’s banking sector is facing from 2008 up to now.
Keywords: Banking crises, bank failure, financial ratios, crises events, multivariate logit model.